Performance Metrics Cheat Sheet
\(\begin{aligned}
{\text{Prevalence}} = \frac{\text{TP + FN}}{\text{TP + FP + TN + FN}}
\end{aligned}\)
\(\begin{aligned} {\text{PPCR (Predicted Positives Condition Rate)}} = \frac{\text{TP + FP}}{\text{TP + FP + TN + FN}} \end{aligned}\)
\(\begin{aligned} \text{Sensitivity (Recall, True Positive Rate)} = \frac{\text{TP}}{\text{TP + FN}} = \frac{\text{TP}}{\text{Real Positives}} = \text{Prob( Predicted Positive | Real Positive )} \end{aligned}\)
\(\begin{aligned} \text{Specificity (True Negative Rate)} = \frac{\text{TN}}{\text{TN + FP}} = \frac{\text{TN}}{\text{Real Negatives}} = \text{Prob( Predicted Negative | Real Negative )} \end{aligned}\)
\(\begin{aligned} \text{PPV (Precision)} = \frac{\text{TP}}{\text{TP + FP}} = \frac{\text{TP}}{\text{Predicted Positives}} = \text{Prob( Real Positive | Predicted Positive )} \end{aligned}\)
\(\begin{aligned} \text{NPV} = \frac{\text{TN}}{\text{TN + FN}} = \frac{\text{TN}}{\text{Predicted Negatives}} = \text{Prob( Real Negative | Predicted Negative )} \end{aligned}\)
\(\begin{aligned} \text{Lift} = \frac{\text{PPV}}{\text{Prevalence}} = \frac{\cfrac{\text{TP}}{\text{TP + FP}}}{\cfrac{\text{TP + FN}}{\text{TP + FP + TN + FN}}} \end{aligned}\)
\(\begin{aligned} \text{Net Benefit} = \frac{\text{TP}}{\text{TP + FP + TN + FN}} - \frac{\text{FP}}{\text{TP + FP + TN + FN}} * {\frac{{p_{t}}}{{1 - p_{t}}}} \end{aligned}\)